| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,515.0 |
2,504.0 |
-11.0 |
-0.4% |
2,487.0 |
| High |
2,523.0 |
2,506.0 |
-17.0 |
-0.7% |
2,538.0 |
| Low |
2,497.0 |
2,421.0 |
-76.0 |
-3.0% |
2,452.0 |
| Close |
2,507.0 |
2,432.0 |
-75.0 |
-3.0% |
2,507.0 |
| Range |
26.0 |
85.0 |
59.0 |
226.9% |
86.0 |
| ATR |
61.4 |
63.1 |
1.8 |
2.9% |
0.0 |
| Volume |
812,574 |
1,976,850 |
1,164,276 |
143.3% |
4,793,638 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,708.0 |
2,655.0 |
2,478.8 |
|
| R3 |
2,623.0 |
2,570.0 |
2,455.4 |
|
| R2 |
2,538.0 |
2,538.0 |
2,447.6 |
|
| R1 |
2,485.0 |
2,485.0 |
2,439.8 |
2,469.0 |
| PP |
2,453.0 |
2,453.0 |
2,453.0 |
2,445.0 |
| S1 |
2,400.0 |
2,400.0 |
2,424.2 |
2,384.0 |
| S2 |
2,368.0 |
2,368.0 |
2,416.4 |
|
| S3 |
2,283.0 |
2,315.0 |
2,408.6 |
|
| S4 |
2,198.0 |
2,230.0 |
2,385.3 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,757.0 |
2,718.0 |
2,554.3 |
|
| R3 |
2,671.0 |
2,632.0 |
2,530.7 |
|
| R2 |
2,585.0 |
2,585.0 |
2,522.8 |
|
| R1 |
2,546.0 |
2,546.0 |
2,514.9 |
2,565.5 |
| PP |
2,499.0 |
2,499.0 |
2,499.0 |
2,508.8 |
| S1 |
2,460.0 |
2,460.0 |
2,499.1 |
2,479.5 |
| S2 |
2,413.0 |
2,413.0 |
2,491.2 |
|
| S3 |
2,327.0 |
2,374.0 |
2,483.4 |
|
| S4 |
2,241.0 |
2,288.0 |
2,459.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,538.0 |
2,421.0 |
117.0 |
4.8% |
49.8 |
2.0% |
9% |
False |
True |
1,168,038 |
| 10 |
2,551.0 |
2,421.0 |
130.0 |
5.3% |
52.3 |
2.2% |
8% |
False |
True |
1,118,211 |
| 20 |
2,551.0 |
2,299.0 |
252.0 |
10.4% |
59.4 |
2.4% |
53% |
False |
False |
1,121,971 |
| 40 |
2,551.0 |
2,111.0 |
440.0 |
18.1% |
64.9 |
2.7% |
73% |
False |
False |
1,198,644 |
| 60 |
2,551.0 |
1,917.0 |
634.0 |
26.1% |
68.3 |
2.8% |
81% |
False |
False |
1,240,574 |
| 80 |
2,551.0 |
1,693.0 |
858.0 |
35.3% |
71.4 |
2.9% |
86% |
False |
False |
966,420 |
| 100 |
2,551.0 |
1,693.0 |
858.0 |
35.3% |
72.8 |
3.0% |
86% |
False |
False |
774,081 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
35.7% |
73.1 |
3.0% |
85% |
False |
False |
646,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,867.3 |
|
2.618 |
2,728.5 |
|
1.618 |
2,643.5 |
|
1.000 |
2,591.0 |
|
0.618 |
2,558.5 |
|
HIGH |
2,506.0 |
|
0.618 |
2,473.5 |
|
0.500 |
2,463.5 |
|
0.382 |
2,453.5 |
|
LOW |
2,421.0 |
|
0.618 |
2,368.5 |
|
1.000 |
2,336.0 |
|
1.618 |
2,283.5 |
|
2.618 |
2,198.5 |
|
4.250 |
2,059.8 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,463.5 |
2,479.0 |
| PP |
2,453.0 |
2,463.3 |
| S1 |
2,442.5 |
2,447.7 |
|